Oxidative stress occurs when the production of free radicals exceeds the cells' ability to eliminate them. Many events leading to overproduction of free radicals may easily induce oxidative stress in the earliest phases of human life. Given the growing role of oxidative stress in newborn preterm morbidity, one of the goals of modern neonatology is to minimize free radical production and promote the development of adequate antioxidant systems through an adequate nutritional strategy. Appropriate administration of total parenteral solutions and lipid emulsions with light protection can minimize the risk of peroxidation. Providing the baby with amino acid substrates for cellular glutathione synthesis immediately after birth promotes antioxidant defenses at the early stages of life. Breast milk has been found to have many advantages over formula, including the potential to provide antioxidant protection to infants. It is conceivable that these antioxidants in breast milk help to eliminate free radicals in infants. The role of vitamin administration in preterm nutrition has not yet been established. Clinical trials carried out to test the efficacy of antioxidant drugs or vitamins were inconclusive. At present, there are no evidence-based recommendations about the use of nutritional strategies or antioxidant drugs to minimize oxidative stress in the management of preterm infants.